-99.9%
DFNS vs ARES
+105.3%
-205.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | -73.2% | +1.3% | -74.5% | -73.2% |
| 3M | -72.4% | +10.4% | -82.8% | -71.9% |
| 6M | -95.2% | +29.0% | -124.2% | -95.0% |
| YTD | -98.0% | -12.2% | -85.8% | -98.2% |
| 1Y | -98.3% | -18.4% | -79.8% | -98.5% |
| 3Y | -99.9% | +43.2% | -143.1% | -99.9% |
| 5Y | -99.9% | +102.6% | -202.5% | -99.9% |
| All | -99.9% | +105.3% | -205.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ARES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling